Brox.AI
humans@brox.ai
Stress Test Analysis
Banking Resilience Study

How Would Customers React
Under Stress?

Testing 8 crisis scenarios across 4 behavioural metrics with 435 digital personas, asking nearly 14,000 questions
435
People Tested
8
Scenarios Tested
4
Metrics Measured
13,920
Questions Asked

The Study

What Did We Test?

Eight economic crisis scenarios were presented to digital personas, measuring four dimensions of customer behaviour

435 digital personas were each presented with 8 detailed crisis scenarios and asked four questions: Would you sell your investments? Would you withdraw your deposits? Would you switch banks? And how much do you still trust your bank? (1–5 scale). That's 13,920 questions in total (435 × 8 × 4), each with full qualitative reasoning, enabling us to understand not just what people would do, but why.

The scenarios range from plausible near-term events (regional real estate collapse, corporate debt defaults) to extreme "black swan" events (sovereign default, AI-driven trading losses, cyberattacks). This spread reveals which crises are truly dangerous for customer retention — and which barely register.

The 8 Scenarios

Likely Scenarios
A. Regional Real Estate Collapse
B. Corporate Debt Default (Energy)
E. Global Digital Asset Crash
G. Pandemic-Induced Operational Collapse
Black Swan Scenarios
C. Cyberattack on Core Banking Systems
D. Short-Term Liquidity Squeeze
F. Sovereign Default
H. AI-Driven Trading Loss
Highest Risk
D
Liquidity Squeeze
Lowest Trust
2.02
AI Trading Loss
Highest Trust
3.47
Digital Asset Crash
Safest Scenario
E
Digital Asset Crash

Section 01

The Threat Landscape

Four behavioural metrics reveal which scenarios are truly dangerous. Each stacked bar shows the proportion of yes (would act), maybe, and no responses.

Would You Withdraw Your Deposits?

Yes
Maybe
No
Black SwanD. Liquidity Squeeze
66.9%
30.8%
Black SwanH. AI Trading Loss
57.4%
21.1%
21.5%
Black SwanF. Sovereign Default
43.9%
34.0%
22.1%
Black SwanC. Cyberattack
24.5%
50.9%
24.5%
LikelyG. Pandemic Collapse
20.3%
38.3%
41.5%
LikelyE. Digital Asset Crash
81.5%
LikelyB. Energy Debt Default
27.5%
64.8%
LikelyA. Real Estate Collapse
15.9%
78.8%

Would You Switch Banks?

Black SwanD. Liquidity Squeeze
50.8%
23.7%
25.5%
Black SwanH. AI Trading Loss
27.7%
19.8%
52.6%
Black SwanC. Cyberattack
26.3%
30.2%
43.5%
LikelyG. Pandemic Collapse
20.5%
21.7%
57.8%
Black SwanF. Sovereign Default
15.7%
76.5%
LikelyB. Energy Debt Default
13.3%
85.6%
LikelyA. Real Estate Collapse
12.2%
86.0%
LikelyE. Digital Asset Crash
95.8%
Critical Finding

The Liquidity Squeeze (Scenario D) is by far the most dangerous scenario: 67% would withdraw deposits and 51% would switch banks entirely. Nearly every customer (97.7%) would either withdraw or consider it. This scenario alone could trigger a self-reinforcing bank run.

Resilience Zone

Crises that don't directly threaten customer deposits — real estate collapse, energy debt, and digital asset crashes — show remarkable stability. Over 80% of customers would stay put. Customers distinguish between systemic threats to their money vs. broader market turbulence.


Section 02

Trust Under Pressure

Mean trust score (1–5 scale) for each scenario. Higher = more trust retained. The gap between best and worst reveals the trust fragility spectrum.

E. Digital Asset Crash
3.47
A. Real Estate Collapse
3.42
G. Pandemic Collapse
3.23
B. Energy Debt Default
3.17
C. Cyberattack
2.73
F. Sovereign Default
2.65
D. Liquidity Squeeze
2.38
H. AI Trading Loss
2.02
The Trust Gap

There is a 1.45-point gap between the highest-trust scenario (Digital Asset Crash: 3.47) and the lowest (AI Trading Loss: 2.02). This is not a gradual decline — trust clusters into three tiers: resilient (3.2–3.5), strained (2.6–2.8), and broken (2.0–2.4). The broken-trust scenarios share a common trait: customers feel the bank directly caused or failed to prevent harm to their money.


Section 03

Investment Flight Risk

Percentage who would sell their investments under each scenario

High risk (>25%)
Medium risk (10–25%)
Low risk (<10%)
H. AI Trading Loss
40.3%
D. Liquidity Squeeze
33.3%
F. Sovereign Default
30.0%
B. Energy Debt Default
18.1%
G. Pandemic Collapse
11.4%
A. Real Estate Collapse
8.9%
E. Digital Asset Crash
6.0%
C. Cyberattack
2.8%
Pattern

AI Trading Loss triggers the highest investment sell-off (40.3%) — even more than the Liquidity Squeeze. Customers see AI-caused losses as a direct failure of the bank's investment management, making them rush to liquidate. By contrast, a Cyberattack (2.8%) barely moves the needle on investments: customers worry about account access, not asset values.


Section 04

Composite Risk Matrix

All four metrics side-by-side for each scenario. Colour intensity indicates severity: red = high risk, green = low risk.

Scenario Withdraw
Deposits
% yes
Switch
Banks
% yes
Sell
Investments
% yes
Trust
Score
mean /5
D. Liquidity Squeeze 66.9% 50.8% 33.3% 2.38
H. AI Trading Loss 57.4% 27.7% 40.3% 2.02
F. Sovereign Default 43.9% 7.8% 30.0% 2.65
C. Cyberattack 24.5% 26.3% 2.8% 2.73
G. Pandemic Collapse 20.3% 20.5% 11.4% 3.23
B. Energy Debt Default 7.8% 1.1% 18.1% 3.17
E. Digital Asset Crash 9.3% 1.6% 6.0% 3.47
A. Real Estate Collapse 5.2% 1.8% 8.9% 3.42
Reading the Matrix

Scenarios cluster into three tiers. Tier 1 — Critical (D, H): multiple metrics in the red zone, trust below 2.5, majority of customers ready to act. Tier 2 — Elevated (C, F, G): one or two metrics alarming, trust strained but not broken. Tier 3 — Stable (A, B, E): customers distinguish between market turbulence and threats to their own deposits.


Section 05

Generational Fault Lines

How each generation responds differently to the same crises. The gap between Baby Boomers and Millennials reveals fundamentally different risk psychology.

Trust Score by Generation

Scenario Baby Boomers Gen X Millennials Gen Z
E. Digital Asset Crash 3.95 3.40 3.33 3.32
A. Real Estate Collapse 3.81 3.40 3.24 3.39
G. Pandemic Collapse 3.77 3.17 3.05 3.00
B. Energy Debt Default 3.57 3.06 3.07 3.10
C. Cyberattack 3.11 2.68 2.63 2.57
F. Sovereign Default 3.04 2.55 2.59 2.45
D. Liquidity Squeeze 2.67 2.34 2.31 2.25
H. AI Trading Loss 2.27 1.93 1.99 2.03

Deposit Withdrawal: % Yes by Generation

Scenario Baby Boomers Gen X Millennials Gen Z
D. Liquidity Squeeze 54.2% 68.1% 72.4% 68.8%
H. AI Trading Loss 39.3% 63.1% 59.2% 65.6%
F. Sovereign Default 29.8% 40.8% 51.3% 59.4%
C. Cyberattack 9.4% 26.4% 28.7% 32.3%
G. Pandemic Collapse 3.5% 21.2% 26.6% 25.0%
A. Real Estate Collapse 0.0% 5.0% 6.3% 15.6%
E. Digital Asset Crash 1.2% 10.6% 13.3% 6.2%
B. Energy Debt Default 3.6% 10.0% 7.6% 9.4%
Baby Boomers
The Anchored Generation
Consistently the calmest cohort. Trust stays highest across all scenarios. Even in the worst case (Liquidity Squeeze), 46% would NOT withdraw. They've weathered past crises and default to staying put.
Gen X
The Pragmatists
Track close to the overall average. Responsive to direct threats but stable for market-level turbulence. Most likely to take a "wait and see" approach before acting.
Millennials
The Flight Risks
Highest rates of selling investments (45.9% in Scenario H) and withdrawing deposits (72.4% in Scenario D). Most likely to act decisively — and most likely to leave.
Gen Z
The Volatiles
Extreme switching intent (68.8% in Scenario D) despite small sample size (~32). Highest withdrawal rates in sovereign default (59.4%). Most digitally fluid — and least loyal.

Section 06

The Two Most Dangerous Scenarios

A closer look at the crises that could trigger genuine customer flight

Black Swan Scenario D: Short-Term Liquidity Squeeze

Withdraw Deposits 66.9% Would withdraw +30.8% maybe 97.7% at risk Only 2.3% firm "no" Switch Banks 50.8% Would switch +23.7% maybe 74.5% at risk Highest switching intent of all scenarios Sell Investments 33.3% Would sell +10.3% maybe 43.6% at risk 2nd highest sell-off rate Trust Score 2.38 Out of 5 2nd lowest overall Below midpoint Boomers: 2.67 | Millennials: 2.31
Bank Run Risk

A Liquidity Squeeze is the only scenario where nearly every customer would take action. With 97.7% either withdrawing or considering it, and over half ready to leave entirely, this scenario represents a genuine systemic threat. The self-reinforcing nature of bank runs means even "maybe" responses could rapidly convert to "yes" as customers see others withdrawing.

Black Swan Scenario H: AI-Driven Trading Loss

Withdraw Deposits 57.4% Would withdraw +21.1% maybe 78.5% at risk GenX leads: 63.1% yes Switch Banks 27.7% Would switch +19.8% maybe 47.5% at risk GenX highest: 30.1% Sell Investments 40.3% Would sell +16.8% maybe 57.1% at risk Highest sell-off of any scenario Trust Score 2.02 Out of 5 Absolute lowest trust score Trust collapse GenX lowest: 1.93
The AI Risk Premium

AI Trading Loss produces the lowest trust score (2.02) and highest investment sell-off (40.3%) of any scenario. Customers view AI-caused losses as a betrayal of fiduciary duty — the bank chose to use unproven technology with their money. Unlike a liquidity squeeze which feels external, AI loss feels self-inflicted by the bank, making the trust damage deeper and harder to repair.


Section 07

Scenario Severity Comparison

Visualising all 8 scenarios across normalised risk dimensions. Larger area = greater overall customer impact.

0% 10% 20% 30% 40% 50% 60% Deposit Withdrawal Rate (% Yes) 2.0 2.5 3.0 3.5 4.0 Trust Score (higher = better) Danger Zone Resilience Zone A Real Estate B Energy Debt E Digital Asset G Pandemic C Cyberattack F Sovereign Default D Liquidity Squeeze H AI Trading Loss Bubble size = bank switching rate
Reading the Chart

Position reveals the nature of each threat. Scenarios in the upper-right combine high withdrawal rates with low trust — the most dangerous combination. Bubble size reflects bank-switching intent. Scenario H (AI Trading Loss) sits highest on the chart with the lowest trust score, while Scenario D (Liquidity Squeeze) pushes furthest right with the highest withdrawal rate and largest bubble. The safe scenarios cluster in the bottom-left: high trust, low withdrawal.


Section 08

Which Banks Are Most at Risk?

Stress-testing 10 major banks reveals a stark divide between traditional institutions and fintechs

Trust Score by Bank × Scenario

Mean trust score (1–5). Green = high trust retained, red = trust collapsed.

Bank
customers
A
Real Est.
B
Energy
C
Cyber
D
Liquid.
E
Crypto
F
Sov.
G
Pandem.
H
AI Loss
Citi (31) 3.713.583.00 2.453.812.94 3.652.06
Schwab (23) 3.683.453.22 2.383.822.65 3.571.77
Chase (83) 3.643.463.00 2.643.662.78 3.462.17
Cap One (68) 3.613.352.89 2.463.792.67 3.472.09
Discover (32) 3.603.282.81 2.333.552.58 3.431.81
BofA (71) 3.583.322.85 2.573.642.74 3.392.09
Wells Fargo (55) 3.443.132.78 2.423.522.85 3.232.08
Chime (81) 3.002.862.42 2.063.102.35 2.851.79
PayPal (74) 2.972.792.32 1.962.992.31 2.751.72
Cash App (61) 2.902.642.16 1.862.812.12 2.541.71
The Fintech Trust Deficit

A clear dividing line separates traditional banks from fintechs. Cash App, PayPal, and Chime customers start with lower trust (2.9–3.0 even in mild scenarios) and it collapses further under stress: Cash App drops to 1.71 in the AI Trading Loss scenario vs. Chase at 2.17. These customers have weaker institutional loyalty and are far more likely to flee.

Deposit Withdrawal: % Yes by Bank

Percentage who would definitely withdraw. Red = high flight risk.

Bank A
Real Est.
B
Energy
C
Cyber
D
Liquid.
E
Crypto
F
Sov.
G
Pandem.
H
AI Loss
Cash App 16.4%16.4%46.7% 83.6%24.6%65.6% 42.6%75.4%
PayPal 13.5%14.9%43.8% 83.8%21.6%56.8% 41.9%73.0%
Chime 9.9%12.3%37.5% 82.5%17.3%55.6% 37.0%71.6%
Discover 0.0%6.2%21.9% 81.2%0.0%51.6% 18.8%62.5%
Schwab 0.0%9.1%8.7% 78.3%0.0%54.5% 17.4%73.9%
Cap One 2.9%5.9%23.9% 69.7%2.9%49.2% 19.1%60.3%
Wells Fargo 1.8%3.6%18.2% 67.3%10.9%37.0% 25.5%56.4%
Chase 7.2%6.0%19.5% 66.7%9.6%38.3% 15.7%45.1%
Citi 0.0%6.7%12.9% 65.5%0.0%41.9% 6.5%51.6%
BofA 4.2%7.1%23.9% 64.8%8.5%50.0% 16.9%54.9%
The 20-Point Gap

In the AI Trading Loss scenario, Cash App customers withdraw at 75.4% vs. Chase at 45.1% — a 30-point gap. Even in milder scenarios like Cyberattack, the fintech-to-traditional gap persists: 47% of Cash App users would withdraw vs. 20% of Chase users. Traditional bank customers show consistently more patience and willingness to wait things out.

What tips "maybe" to "yes"?

Across the dangerous scenarios, 20–35% of respondents say "maybe" rather than committing to action. Analysing their reasoning reveals five factors that would push them over the edge:

1. Duration of disruption. The most cited trigger. "Maybe" respondents consistently say they'd wait days, not weeks. If access issues or bad news persist beyond a short window, they convert to action. The crisis itself isn't the tipping point — the bank's speed of resolution is.

2. Loss of fund access. ATM limits, frozen transfers, or app outages are the single fastest converter. Even customers who trust their bank will withdraw if they physically cannot reach their money. Access anxiety overrides institutional loyalty.

3. Poor communication. Silence from the bank during a crisis pushes "maybe" to "yes." Respondents who mention proactive bank communication are more likely to stay. Those who describe overwhelmed support lines or no updates describe tipping toward withdrawal.

4. Seeing others act. Several respondents describe a social trigger: if friends, family, or news coverage shows other customers withdrawing, they'd follow. This is the self-reinforcing dynamic that turns individual hesitation into a bank run.

5. Switching friction is the main brake. Direct deposits, autopay, and the sheer hassle of moving banks are repeatedly cited as the reason people stay in "maybe" rather than acting. This friction is a genuine retention asset — but it only delays, not prevents, flight if the underlying issue isn't resolved.


Section 09

Bank Switching & Investment Flight by Bank

Which banks' customers are most likely to leave entirely or liquidate investments under stress?

Would Switch Banks: % Yes

Bank A
Real Est.
B
Energy
C
Cyber
D
Liquid.
E
Crypto
F
Sov.
G
Pandem.
H
AI Loss
Schwab 13.0%0.0%21.7% 73.9%0.0%31.8% 21.7%31.8%
Discover 3.1%0.0%31.2% 68.8%6.2%12.5% 28.1%37.5%
Chime 1.2%1.2%33.3% 65.4%1.2%6.2% 29.6%36.2%
Cash App 3.3%0.0%44.1% 65.0%1.6%9.8% 26.7%43.3%
PayPal 1.4%0.0%41.7% 60.3%4.1%9.6% 32.9%38.4%
BofA 2.9%0.0%30.9% 51.4%0.0%8.7% 11.3%29.9%
Wells Fargo 3.6%0.0%29.6% 50.0%1.9%9.3% 23.6%25.9%
Chase 3.6%0.0%22.2% 48.8%1.2%8.4% 22.9%24.7%
Cap One 4.4%0.0%16.7% 48.5%3.0%13.2% 14.7%26.9%
Citi 3.2%0.0%13.3% 48.4%0.0%9.7% 12.9%33.3%
Schwab's Vulnerability

Charles Schwab customers show the highest switching intent in the Liquidity Squeeze: 73.9% would leave, compared to 48–49% for Chase, Capital One, and Citi. Schwab's investment-focused customer base is both more financially engaged and more willing to move. Their 56.5% investment sell-off rate in Scenario D is also the highest of any bank.

Would Sell Investments: % Yes

Bank A
Real Est.
B
Energy
C
Cyber
D
Liquid.
E
Crypto
F
Sov.
G
Pandem.
H
AI Loss
Schwab 21.7%30.4%8.7% 56.5%9.1%52.2% 13.0%45.5%
BofA 11.3%25.7%5.7% 53.5%4.3%35.2% 9.9%36.2%
Discover 12.5%15.6%0.0% 37.5%3.2%40.6% 6.2%53.1%
Cash App 6.7%18.0%6.6% 33.3%4.9%33.3% 16.4%49.2%
Wells Fargo 7.3%24.1%5.7% 48.1%5.5%29.1% 12.7%46.3%
Citi 12.9%19.4%0.0% 45.2%0.0%35.5% 9.7%43.3%
Chime 8.8%15.0%3.7% 35.0%6.2%28.7% 17.5%43.8%
PayPal 6.8%13.5%5.5% 33.8%8.1%28.8% 14.9%41.9%
Cap One 8.8%17.6%1.5% 36.8%2.9%33.3% 13.2%38.5%
Chase 15.7%19.3%1.2% 34.1%8.6%27.7% 12.2%35.8%
Highest Flight Risk
Cash App & PayPal
84% of Cash App and PayPal customers would withdraw in a Liquidity Squeeze. Their trust starts low and drops fastest. These customers treat fintech accounts as transactional, not relational — making them first to flee.
Investment Exposure
Charles Schwab
Schwab customers show the highest investment sell-off rates (56.5% in Scenario D, 52.2% in Scenario F) and the highest switching intent (73.9%). Their investment-oriented relationship makes them hypersensitive to any threat to asset safety.
Most Resilient
Chase & Citi
Chase and Citi customers are the most loyal under stress. Chase's withdrawal rate stays lowest in the AI scenario (45.1%) and Citi's switching rate is the lowest overall. Strong brand trust and branch relationships create a retention buffer.

Section 10

Strategic Implications

What these results mean for bank resilience planning

Priority 1
Liquidity Communication Plans
The Liquidity Squeeze is the only scenario that approaches universal customer flight. Banks need pre-built communication strategies specifically for liquidity events, emphasizing deposit insurance and access guarantees.
Priority 2
AI Governance and Transparency
AI-related losses produce the deepest trust collapse of any scenario. Banks deploying AI in investment management need clear disclosure, human oversight messaging, and rapid-response plans for AI incidents.
Priority 3
Generational Targeting
Millennials and Gen Z are 2–3x more likely to act than Boomers in every crisis. Retention messaging during crises should be calibrated by generation: calm reassurance for older customers, concrete action plans for younger ones.
Resilience Lever
Customers Distinguish Threats
Market-level turbulence (real estate, energy, crypto crashes) barely registers with customers if their deposits feel safe. This self-sorting behaviour means banks can weather major market events with minimal customer communication — as long as deposit access is never questioned.
The "Maybe" Opportunity
30% of Customers Are Persuadable
Across high-risk scenarios, 20–35% of customers say "maybe" rather than "yes" or "no." These fence-sitters represent the critical swing group. Proactive, transparent communication during a crisis could tip them towards staying rather than fleeing.
Bottom Line

The single most important finding: customers rarely flee over market turbulence — they flee when they doubt access to their own money. Of eight scenarios tested, only those that directly threatened deposit access or trust in the bank's competence (Liquidity Squeeze, AI Trading Loss, Sovereign Default) produced majority withdrawal intent. Banks should build their crisis resilience around this principle: protect perceived deposit safety above all else, communicate proactively about access guarantees, and be especially transparent about any AI-driven decision-making that touches customer assets.